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Square-root information filtering and fixed-interval smoothing with singularities

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Publication:1301448
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DOI10.1016/S0005-1098(99)00027-8zbMath0934.93065OpenAlexW2172566674MaRDI QIDQ1301448

Mark L. Psiaki

Publication date: 25 April 2000

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(99)00027-8


zbMATH Keywords

identifiabilitycomputation of symbolic Fisher information matrices


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)


Related Items (2)

The cubature Kalman filter revisited ⋮ Two-stage information filters for single and multiple sensors, and their square-root versions




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